0.04Open0.04Pre Close24 Volume894 Open Interest30.50Strike Price115.00Turnover173.11%IV32.02%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0321Delta0.0215Gamma661.14Leverage Ratio-0.0332Theta0.0000Rho21.24Eff Leverage0.0014Vega